ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 125-170 125-275 0-105 0.3% 124-065
High 126-015 126-100 0-085 0.2% 125-310
Low 125-160 125-255 0-095 0.2% 123-235
Close 125-300 126-090 0-110 0.3% 125-095
Range 0-175 0-165 -0-010 -5.7% 2-075
ATR 0-250 0-244 -0-006 -2.4% 0-000
Volume 889,838 977,861 88,023 9.9% 6,382,768
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-217 127-158 126-181
R3 127-052 126-313 126-135
R2 126-207 126-207 126-120
R1 126-148 126-148 126-105 126-178
PP 126-042 126-042 126-042 126-056
S1 125-303 125-303 126-075 126-012
S2 125-197 125-197 126-060
S3 125-032 125-138 126-045
S4 124-187 124-293 125-319
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 131-225 130-235 126-168
R3 129-150 128-160 125-292
R2 127-075 127-075 125-226
R1 126-085 126-085 125-161 126-240
PP 125-000 125-000 125-000 125-078
S1 124-010 124-010 125-029 124-165
S2 122-245 122-245 124-284
S3 120-170 121-255 124-218
S4 118-095 119-180 124-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-100 124-295 1-125 1.1% 0-188 0.5% 98% True False 972,149
10 126-100 122-300 3-120 2.7% 0-242 0.6% 99% True False 1,099,689
20 126-100 122-070 4-030 3.2% 0-243 0.6% 99% True False 1,195,418
40 126-100 122-070 4-030 3.2% 0-233 0.6% 99% True False 631,840
60 126-150 122-070 4-080 3.4% 0-199 0.5% 96% False False 422,200
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-161
2.618 127-212
1.618 127-047
1.000 126-265
0.618 126-202
HIGH 126-100
0.618 126-037
0.500 126-018
0.382 125-318
LOW 125-255
0.618 125-153
1.000 125-090
1.618 124-308
2.618 124-143
4.250 123-194
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 126-066 126-028
PP 126-042 125-285
S1 126-018 125-222

These figures are updated between 7pm and 10pm EST after a trading day.

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